Goldman Sachs Call 180 CMC 17.05.2024
/ DE000GG2C7J0
Goldman Sachs Call 180 CMC 17.05..../ DE000GG2C7J0 /
| 2024-05-15 10:42:34 AM |
Chg.+0.28 |
Bid9:50:14 PM |
Ask9:50:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+16.00% |
1.98
Bid Size: 20,000 |
2.01
Ask Size: 20,000 |
JPMORGAN CHASE ... |
180.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
GG2C7J |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
3.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.63 |
| Time value: |
1.45 |
| Break-even: |
200.80 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.10 |
| Spread %: |
5.05% |
| Delta: |
0.60 |
| Theta: |
-4.30 |
| Omega: |
5.42 |
| Rho: |
0.01 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.75 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.52% |
| 1 Month |
|
|
+150.62% |
| 3 Months |
|
|
+283.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.75 |
1.15 |
| 1M High / 1M Low: |
1.75 |
0.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
142.86 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
